SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.03 | -8.11% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1371031225 |
Valor | 137103122 |
Symbol | RNODYZ |
Strike | 37.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/10/2024 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Leverage | 13.96 |
Delta | 0.98 |
Gamma | 0.07 |
Vega | 0.00 |
Distance to Strike | -2.93 |
Distance to Strike in % | -7.34% |
Average Spread | 3.23% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 178,502 |
Average Sell Volume | 178,502 |
Average Buy Value | 54,412 CHF |
Average Sell Value | 56,197 CHF |
Spreads Availability Ratio | 98.46% |
Quote Availability | 98.46% |